Trading Metrics calculated at close of trading on 15-Jun-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2023 |
15-Jun-2023 |
Change |
Change % |
Previous Week |
Open |
1,946.2 |
1,941.7 |
-4.5 |
-0.2% |
1,947.5 |
High |
1,958.2 |
1,958.8 |
0.6 |
0.0% |
1,969.8 |
Low |
1,940.3 |
1,926.0 |
-14.3 |
-0.7% |
1,937.8 |
Close |
1,955.3 |
1,957.8 |
2.5 |
0.1% |
1,962.2 |
Range |
17.9 |
32.8 |
14.9 |
83.2% |
32.0 |
ATR |
24.0 |
24.6 |
0.6 |
2.6% |
0.0 |
Volume |
202 |
329 |
127 |
62.9% |
1,498 |
|
Daily Pivots for day following 15-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,045.9 |
2,034.7 |
1,975.8 |
|
R3 |
2,013.1 |
2,001.9 |
1,966.8 |
|
R2 |
1,980.3 |
1,980.3 |
1,963.8 |
|
R1 |
1,969.1 |
1,969.1 |
1,960.8 |
1,974.7 |
PP |
1,947.5 |
1,947.5 |
1,947.5 |
1,950.4 |
S1 |
1,936.3 |
1,936.3 |
1,954.8 |
1,941.9 |
S2 |
1,914.7 |
1,914.7 |
1,951.8 |
|
S3 |
1,881.9 |
1,903.5 |
1,948.8 |
|
S4 |
1,849.1 |
1,870.7 |
1,939.8 |
|
|
Weekly Pivots for week ending 09-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,052.6 |
2,039.4 |
1,979.8 |
|
R3 |
2,020.6 |
2,007.4 |
1,971.0 |
|
R2 |
1,988.6 |
1,988.6 |
1,968.1 |
|
R1 |
1,975.4 |
1,975.4 |
1,965.1 |
1,982.0 |
PP |
1,956.6 |
1,956.6 |
1,956.6 |
1,959.9 |
S1 |
1,943.4 |
1,943.4 |
1,959.3 |
1,950.0 |
S2 |
1,924.6 |
1,924.6 |
1,956.3 |
|
S3 |
1,892.6 |
1,911.4 |
1,953.4 |
|
S4 |
1,860.6 |
1,879.4 |
1,944.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,969.8 |
1,926.0 |
43.8 |
2.2% |
19.9 |
1.0% |
73% |
False |
True |
227 |
10 |
1,982.5 |
1,926.0 |
56.5 |
2.9% |
21.9 |
1.1% |
56% |
False |
True |
294 |
20 |
1,988.8 |
1,926.0 |
62.8 |
3.2% |
24.0 |
1.2% |
51% |
False |
True |
76,987 |
40 |
2,085.4 |
1,926.0 |
159.4 |
8.1% |
26.2 |
1.3% |
20% |
False |
True |
147,395 |
60 |
2,085.4 |
1,926.0 |
159.4 |
8.1% |
28.2 |
1.4% |
20% |
False |
True |
153,227 |
80 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.6 |
1.5% |
51% |
False |
False |
124,816 |
100 |
2,085.4 |
1,827.6 |
257.8 |
13.2% |
28.2 |
1.4% |
51% |
False |
False |
100,859 |
120 |
2,085.4 |
1,824.4 |
261.0 |
13.3% |
27.5 |
1.4% |
51% |
False |
False |
84,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,098.2 |
2.618 |
2,044.7 |
1.618 |
2,011.9 |
1.000 |
1,991.6 |
0.618 |
1,979.1 |
HIGH |
1,958.8 |
0.618 |
1,946.3 |
0.500 |
1,942.4 |
0.382 |
1,938.5 |
LOW |
1,926.0 |
0.618 |
1,905.7 |
1.000 |
1,893.2 |
1.618 |
1,872.9 |
2.618 |
1,840.1 |
4.250 |
1,786.6 |
|
|
Fisher Pivots for day following 15-Jun-2023 |
Pivot |
1 day |
3 day |
R1 |
1,952.7 |
1,954.1 |
PP |
1,947.5 |
1,950.4 |
S1 |
1,942.4 |
1,946.8 |
|